Characterizing financial markets from the event driven perspective
Abstract In this work we study how company co-occurrence in news events can be used to discover business links between them. We develop a methodology that is able to process raw textual data, embed it into a numerical form, and extract a meaningful network of connections. Each news event is consider...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2021-10-01
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| Series: | Applied Network Science |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s41109-021-00417-z |